Quantitative Researcher | Global Systematic Hedge Fund | Hong Kong

The best research often starts with a question nobody else is asking.

Gravitas Recruitment Group (Gravitas) is representing a highly regarded global quantitative investment firm as it continues to build its research capabilities.

The search for an edge can begin almost anywhere.

A dataset that has been overlooked.

A relationship that doesn't quite make sense.

A pattern that appears — and then disappears.

A hypothesis worth testing.

The work is to find out whether there is something there.

Our client brings together data, research, technology and trading across global liquid markets. Researchers work with deep and diverse datasets and have the ability to take an idea from initial hypothesis through to live implementation.

From a blank page to a live signal.

You'll explore data, develop hypotheses, build models and test whether your research holds up. When it does, you'll work closely with technologists and trading teams to bring it into production — and continue to challenge and improve it.

There is no shortage of data.

The challenge is knowing where to look.

We're interested in people who have already spent time doing serious quantitative work — whether in Quantitative Research, Quantitative Trading, Data Science or Machine Learning.

A strong background in statistics, machine learning, AI or another quantitative discipline matters. So does the ability to code, think independently and communicate ideas with equally curious people.

But perhaps more importantly:

You see a dataset and immediately wonder what might be hiding inside it.

The mandate is straightforward.

Find something real. Test it properly. Build it well. Keep improving it.

Interested in hearing more? Gravitas would be pleased to have a confidential conversation.